Visualization4.mov

Digital slightly off-axis recording from which S2H2MIM algorithm is applied to retrieve QP

Visualization1.mov

Digital slightly off-axis recording (static micro bead) from which temporal P-S and S2H2MIM algorithms are applied to retrieve QP

Visualization5.mov

Retrieved phase from S2H2MIM technique for the dynamic sampl

Single factor stochastic models with seasonality applied to underlying weather derivatives variables

This paper estimates single factor stochastic models describing daily air temperature behaviour. We modify classical financial models to reflect temperature seasonality and fit them to a time series representing temperatures in Spain. The estimated models are used in Montecarlo simulations to obtain heating and cooling degree-days, which are used as an underlying reference in weather derivatives. The final goal of this work is to obtain an insight into weather derivative valuation, and so making it easier to manage economic activity risks closely related to temperature (i.e. oil, gas and electricity prices and volumes)

Visualization 1: New key based on tilted lenses for optical encryption

10 realizations in temporal sequence of the decryption process for speckle reduction Originally published in Applied Optics on 01 January 2017 (ao-56-1-A115

Visualization 2: Quantitative phase imaging by single-shot Hilbert–Huang phase microscopy

Dynamic experiment: cross-sections. Originally published in Optics Letters on 15 September 2016 (ol-41-18-4344